Code: 01255985
Computational Methods for Quantitative Finance
by Norbert Hilber
This book introduces algorithms for fast, accurate pricing of derivative contracts. These are developed in classical Black-Scholes markets, and extended to models based on multiscale stochastic volatility, to Lévy, additive and cl ... more
- Language:
English - Binding: Hardback
- Number of pages: 299
Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, 2013
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110.62 €
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Book synopsis
This book introduces algorithms for fast, accurate pricing of derivative contracts. These are developed in classical Black-Scholes markets, and extended to models based on multiscale stochastic volatility, to Lévy, additive and classes of Feller processes.
Book details
Book category Books in English Mathematics & science Mathematics Calculus & mathematical analysis
110.62 €
- Full title: Computational Methods for Quantitative Finance
- Author: Norbert Hilber
- Language: English
- Binding: Hardback
- Number of pages: 299
- EAN: 9783642354007
- ISBN: 3642354009
- ID: 01255985
- Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
- Weight: 602 g
- Dimensions: 244 × 162 × 22 mm
- Date of publishing: 16. February 2013
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